PCA Index Dashboard Examples#
This script was last run at 2024-03-22 09:25:06.979922+00:00 (UTC)
In US/Central Time, this is 2024-03-22 04:25:06.979922-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897059 | -0.474845 | 0.086107 | -0.008619 | 0.545322 | 0.254531 |
| 1997-01-03 | -0.885349 | -0.474845 | -0.155696 | 0.006891 | 0.744905 | 0.205368 |
| 1997-01-06 | -0.881446 | -0.474845 | -0.064268 | -0.016374 | 0.777783 | 0.269317 |
| 1997-01-07 | -0.881446 | -0.454023 | -0.129230 | -0.047394 | 0.837411 | 0.382943 |
| 1997-01-08 | -0.893156 | -0.454023 | -0.022163 | -0.086169 | 0.785445 | 0.496177 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-15 | -0.858028 | -1.495106 | -0.723513 | 1.689736 | 0.831642 | 0.578849 |
| 2024-03-18 | -0.869737 | -1.474284 | -0.733137 | 1.650961 | 0.714350 | 0.682726 |
| 2024-03-19 | -0.881446 | -1.463873 | -0.794490 | 1.658716 | 0.738926 | 0.558629 |
| 2024-03-20 | -0.865834 | -1.401408 | -0.888324 | 1.720756 | 0.828097 | 0.465853 |
| 2024-03-21 | -0.865834 | -1.432641 | -0.888324 | 1.720756 | 0.821793 | 0.465853 |
7192 rows × 6 columns
pc1
DATE
1997-01-02 -0.577621
1997-01-03 -0.683757
1997-01-06 -0.666663
1997-01-07 -0.703032
1997-01-08 -0.672703
...
2024-03-15 -1.581544
2024-03-18 -1.564719
2024-03-19 -1.572426
2024-03-20 -1.596571
2024-03-21 -1.603827
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()